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Stochastic heat equation with random coefficients |
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| Authors: | Elisa Alòs Jorge A León David Nualart |
| Institution: | (1) Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 585, E-08007, Barcelona, Spain. e-mail: ealos@porthos.bio.ub.es, ES;(2) Departamento de Matemáticas, CINVESTAV-IPN, Apartado Postal 14-740, 07000 México, MX |
| Abstract: | We prove the existence of a unique solution for a one-dimensional stochastic parabolic partial differential equation with random and adapted coefficients perturbed by a two-parameter white noise. The proof is based on a maximal inequality for the Skorohod integral deduced from It?'s formula for this anticipating stochastic integral. Received: 21 November 1997 / Revised version: 20 July 1998 |
| Keywords: | Mathematics Subject Classification (1991): 60H15 60H07 |
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